Which of the following statements is INCORRECT? a. ...
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Finance
Which of the following statements is INCORRECT?
| a. | Trading shares of the underlying stock will not affect either the gamma or the vega of a portfolio.
| |
| b. | In a volatility smile, all options have the same expiration date, but they have different strike prices.
| |
| c. | Black-Scholes model assumes that the yield curve is flat.
| |
| d. | None of the above (all are correct |
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